What data format for a quiz game with nearly 10,000 questions?

Looks like I'm going to be busy over the holidays with some client work. Specifically I'm in the planning stages of a quiz game which has a potential database of nearly 10,000 questions.

The app is going to need to come with all the questions included, no loading from a web source will be possible. The client will be providing me with Excel files.

So my questions is, what format do you think I should store the data in? This is both a question for how I will read the data in the app, and also how I will convert the data from the supplied excel files into the format I need.